lassoshooting: L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.

Install the latest version of this package by entering the following in R:
install.packages("lassoshooting")
AuthorTobias Abenius <Tobias.Abenius@Chalmers.se>
Date of publication2012-05-02 10:30:05
MaintainerTobias Abenius <Tobias.Abenius@Chalmers.se>
LicenseLGPL-3
Version0.1.5-1

View on CRAN

Files

MD5
LICENSE
R
R/lassoshooting.R
src
src/Makevars
src/ccd_r.c
src/ccd.h
src/ccd_common.c
src/Makevars.win
src/softthresh_r.c
DESCRIPTION
inst
inst/po
inst/po/C
inst/po/C/LC_MESSAGES
inst/po/C/LC_MESSAGES/lassoshooting.pot
man
man/softthresh.Rd man/lassoshooting.Rd
NAMESPACE
ChangeLog

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.